Purchasing power parity for East-Asia countries: further evidence based on panel stationary test with multiple structural breaks

Tsangyao Chang; Ding Li; Yang-Cheng Lu; Chia-Hao Lee

doi:10.1080/00036840903508403

Purchasing power parity for East-Asia countries: further evidence based on panel stationary test with multiple structural breaks

Applied Economics ◽

10.1080/00036840903508403 ◽

2011 ◽

Vol 43 (24) ◽

pp. 3289-3298

Author(s):

Tsangyao Chang ◽

Ding Li ◽

Yang-Cheng Lu ◽

Chia-Hao Lee

Keyword(s):

East Asia ◽

Purchasing Power Parity ◽

Structural Breaks ◽

Evidence Based ◽

Purchasing Power ◽

Power Parity ◽

Multiple Structural Breaks ◽

Stationary Test ◽

Panel Stationary Test

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Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks

International Journal of Financial Studies ◽

10.3390/ijfs3020153 ◽

2015 ◽

Vol 3 (2) ◽

pp. 153-161 ◽

Cited By ~ 9

Author(s):

Mohsen Bahmani-Oskooee ◽

Tsangyao Chang ◽

Tsung-Pao Wu

Keyword(s):

Purchasing Power Parity ◽

Transition Countries ◽

Purchasing Power ◽

Power Parity ◽

Stationary Test ◽

Panel Stationary Test ◽

Sharp Breaks

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Is East Asia an optimum currency area? A test of generalized purchasing power parity in the presence of structural breaks

Journal of the Asia Pacific Economy ◽

10.1080/13547860.2012.694696 ◽

2012 ◽

Vol 17 (3) ◽

pp. 399-425

Author(s):

Salah A. Nusair

Keyword(s):

East Asia ◽

Purchasing Power Parity ◽

Structural Breaks ◽

Optimum Currency Area ◽

Purchasing Power ◽

Power Parity ◽

Currency Area ◽

Optimum Currency

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Purchasing power parity in emerging markets: A panel stationary test with both sharp and smooth breaks

Economic Systems ◽

10.1016/j.ecosys.2015.12.002 ◽

2016 ◽

Vol 40 (3) ◽

pp. 453-460 ◽

Cited By ~ 6

Author(s):

Mohsen Bahmani-Oskooee ◽

Tsangyao Chang ◽

Kuei-Chiu Lee

Keyword(s):

Emerging Markets ◽

Purchasing Power Parity ◽

Purchasing Power ◽

Power Parity ◽

Stationary Test ◽

Panel Stationary Test ◽

Smooth Breaks

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Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities

Journal of Time Series Econometrics ◽

10.2202/1941-1928.1000 ◽

2009 ◽

Vol 1 (1) ◽

Cited By ~ 12

Author(s):

Syed A. Basher ◽

Josep Lluís Carrion-i-Silvestre

Keyword(s):

Data Analysis ◽

Panel Data ◽

Purchasing Power Parity ◽

Structural Breaks ◽

Price Level ◽

Panel Data Analysis ◽

Purchasing Power ◽

Power Parity ◽

Multiple Structural Breaks

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An Analysis of Purchasing Power Parity for the Turkish Economy Using Unit Root Testing with Multiple Structural Breaks

Eurasian Econometrics Statistics & Emprical Economics Journal ◽

10.17740/eas.stat.2015-v1-03 ◽

2015 ◽

Vol 1 (1) ◽

pp. 32-42

Author(s):

BETÜL GÜR ◽

Keyword(s):

Purchasing Power Parity ◽

Unit Root ◽

Structural Breaks ◽

Purchasing Power ◽

Power Parity ◽

Multiple Structural Breaks ◽

Unit Root Testing ◽

Turkish Economy

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Does long-run purchasing power parity hold in Eastern and Southern African countries? Evidence from panel data stationary tests with multiple structural breaks

International Journal of Finance & Economics ◽

10.1002/ijfe.404 ◽

2009 ◽

pp. n/a-n/a

Author(s):

Jean-François Hoarau

Keyword(s):

Panel Data ◽

Purchasing Power Parity ◽

Structural Breaks ◽

Purchasing Power ◽

Power Parity ◽

African Countries ◽

Multiple Structural Breaks ◽

Long Run

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Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks

Applied Financial Economics ◽

10.1080/09603107.2014.925068 ◽

2014 ◽

Vol 24 (22) ◽

pp. 1429-1438 ◽

Cited By ~ 37

Author(s):

Mohsen Bahmani-Oskooee ◽

Tsangyao Chang ◽

Tsungpao Wu

Keyword(s):

Purchasing Power Parity ◽

Purchasing Power ◽

Power Parity ◽

African Countries ◽

Stationary Test ◽

Panel Stationary Test ◽

Smooth Breaks

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Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks: An Application to US Cities

SSRN Electronic Journal ◽

10.2139/ssrn.1843097 ◽

2008 ◽

Cited By ~ 1

Author(s):

Syed Basher ◽

Josep Lluís Lluís Carrion-i-Silvestre

Keyword(s):

Purchasing Power Parity ◽

Structural Breaks ◽

Price Level ◽

Purchasing Power ◽

Power Parity ◽

Multiple Structural Breaks ◽

Us Cities

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Revisiting purchasing power parity for nine transition countries: a Fourier stationary test

Post-Communist Economies ◽

10.1080/14631377.2011.570049 ◽

2011 ◽

Vol 23 (02) ◽

pp. 191-201 ◽

Cited By ~ 5

Author(s):

Su-Yuan Lin ◽

Horng-Jinh Chang ◽

Tsangyao Chang

Keyword(s):

Purchasing Power Parity ◽

Transition Countries ◽

Purchasing Power ◽

Power Parity ◽

Stationary Test

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Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity

International Review of Financial Analysis ◽

10.1016/j.irfa.2010.02.003 ◽

2010 ◽

Vol 19 (3) ◽

pp. 205-213 ◽

Cited By ~ 15

Author(s):

Ritesh Kumar Mishra ◽

Chandan Sharma

Keyword(s):

Exchange Rate ◽

East Asia ◽

Real Exchange Rate ◽

Purchasing Power Parity ◽

Optimum Currency Area ◽

Purchasing Power ◽

Power Parity ◽

Currency Area ◽

Rate Behavior ◽

Optimum Currency

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